| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,721.75 |
2,726.50 |
4.75 |
0.2% |
2,780.00 |
| High |
2,735.25 |
2,748.00 |
12.75 |
0.5% |
2,786.75 |
| Low |
2,714.75 |
2,701.00 |
-13.75 |
-0.5% |
2,735.75 |
| Close |
2,728.50 |
2,705.00 |
-23.50 |
-0.9% |
2,759.50 |
| Range |
20.50 |
47.00 |
26.50 |
129.3% |
51.00 |
| ATR |
28.70 |
30.01 |
1.31 |
4.6% |
0.00 |
| Volume |
1,399,067 |
2,117,686 |
718,619 |
51.4% |
6,335,007 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.00 |
2,829.00 |
2,730.75 |
|
| R3 |
2,812.00 |
2,782.00 |
2,718.00 |
|
| R2 |
2,765.00 |
2,765.00 |
2,713.50 |
|
| R1 |
2,735.00 |
2,735.00 |
2,709.25 |
2,726.50 |
| PP |
2,718.00 |
2,718.00 |
2,718.00 |
2,713.75 |
| S1 |
2,688.00 |
2,688.00 |
2,700.75 |
2,679.50 |
| S2 |
2,671.00 |
2,671.00 |
2,696.50 |
|
| S3 |
2,624.00 |
2,641.00 |
2,692.00 |
|
| S4 |
2,577.00 |
2,594.00 |
2,679.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.75 |
2,887.50 |
2,787.50 |
|
| R3 |
2,862.75 |
2,836.50 |
2,773.50 |
|
| R2 |
2,811.75 |
2,811.75 |
2,768.75 |
|
| R1 |
2,785.50 |
2,785.50 |
2,764.25 |
2,773.00 |
| PP |
2,760.75 |
2,760.75 |
2,760.75 |
2,754.50 |
| S1 |
2,734.50 |
2,734.50 |
2,754.75 |
2,722.00 |
| S2 |
2,709.75 |
2,709.75 |
2,750.25 |
|
| S3 |
2,658.75 |
2,683.50 |
2,745.50 |
|
| S4 |
2,607.75 |
2,632.50 |
2,731.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,785.25 |
2,700.50 |
84.75 |
3.1% |
36.50 |
1.3% |
5% |
False |
False |
1,665,150 |
| 10 |
2,794.00 |
2,700.50 |
93.50 |
3.5% |
31.75 |
1.2% |
5% |
False |
False |
1,484,595 |
| 20 |
2,796.00 |
2,700.50 |
95.50 |
3.5% |
26.75 |
1.0% |
5% |
False |
False |
1,086,141 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.4% |
28.00 |
1.0% |
55% |
False |
False |
548,688 |
| 60 |
2,796.00 |
2,563.50 |
232.50 |
8.6% |
32.00 |
1.2% |
61% |
False |
False |
368,602 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.5% |
35.50 |
1.3% |
58% |
False |
False |
278,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.75 |
|
2.618 |
2,871.00 |
|
1.618 |
2,824.00 |
|
1.000 |
2,795.00 |
|
0.618 |
2,777.00 |
|
HIGH |
2,748.00 |
|
0.618 |
2,730.00 |
|
0.500 |
2,724.50 |
|
0.382 |
2,719.00 |
|
LOW |
2,701.00 |
|
0.618 |
2,672.00 |
|
1.000 |
2,654.00 |
|
1.618 |
2,625.00 |
|
2.618 |
2,578.00 |
|
4.250 |
2,501.25 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.50 |
2,729.25 |
| PP |
2,718.00 |
2,721.25 |
| S1 |
2,711.50 |
2,713.00 |
|